Nose thread lift gone wrong - what's your advice for deep indentation? (Photo)

I'm really sorry that you are having this problem. As you probably are aware, I am no fan of lthreads, which I gave up dong many years ago, despite the fact they are unfortunately being heavily promoted. So, regrettably, I am hardly surprised by what happened to you.
Were I to be treating this condition, I would opt for TCA CROSS only to the inner walls of the scar (not to the base of the scar) in order to convert the scar into a more rolling type scar. I would follow with a subcision +/-a filler in order to elevate and smooth the base And finally, I would perform professional microneedling to help to better blend the scar with the surrounding normal skin. I would not suggest surgical revision, since stretch scars and stitch marks are more likely to develop some time afterward in areas that are under tension, such as the nasal tip. Make certain to consult with a board certified cosmetic dermatologist with extensive scar treatment experience. I hope this helps and best of luck.